A study of exponential-type tails applied to Birnbaum-Saunders models
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/1822/27449 |
Resumo: | Birnbaum-Saunders distributions have increasingly been used in environmental sciences applications. A major concern is the adjustment of extreme quantiles. Environmental data have often tails in the Gumbel domain which corresponds to a null tail index and does not allow us to distinguish the different tail weights that might exist between distributions within this domain. Exponential-tail distributions form an important subgroup with the peculiarity of including a parameter that specifies the “penultimate” tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum- Saunders distributions. We find examples with“heavier” tails than the classical one that can better accommodate environmental data highly concentrated on the right tail. This is illustrated with an application. |
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A study of exponential-type tails applied to Birnbaum-Saunders modelsExponential-tail modelsExtreme value theoryPenultimate approximationScience & TechnologyBirnbaum-Saunders distributions have increasingly been used in environmental sciences applications. A major concern is the adjustment of extreme quantiles. Environmental data have often tails in the Gumbel domain which corresponds to a null tail index and does not allow us to distinguish the different tail weights that might exist between distributions within this domain. Exponential-tail distributions form an important subgroup with the peculiarity of including a parameter that specifies the “penultimate” tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum- Saunders distributions. We find examples with“heavier” tails than the classical one that can better accommodate environmental data highly concentrated on the right tail. This is illustrated with an application.Este trabalho é financiado por Fundos FEDER através do Programa Operacional Factores de Competitividade - COMPETE e por Fundos Nacionais através da FCT - Fundação para a Ciência e a Tecnologia no âmbito do projecto PEst-C/MAT/UI0013/2011.Chilean Statistical SocietyUniversidade do MinhoFerreira, Marta Susana20132013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/27449eng0718-7912http://chjs.soche.cl/papers/vol4n1_2013/ChJS-04-01-06.pdfinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:15:51Zoai:repositorium.sdum.uminho.pt:1822/27449Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:08:22.827857Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
A study of exponential-type tails applied to Birnbaum-Saunders models |
title |
A study of exponential-type tails applied to Birnbaum-Saunders models |
spellingShingle |
A study of exponential-type tails applied to Birnbaum-Saunders models Ferreira, Marta Susana Exponential-tail models Extreme value theory Penultimate approximation Science & Technology |
title_short |
A study of exponential-type tails applied to Birnbaum-Saunders models |
title_full |
A study of exponential-type tails applied to Birnbaum-Saunders models |
title_fullStr |
A study of exponential-type tails applied to Birnbaum-Saunders models |
title_full_unstemmed |
A study of exponential-type tails applied to Birnbaum-Saunders models |
title_sort |
A study of exponential-type tails applied to Birnbaum-Saunders models |
author |
Ferreira, Marta Susana |
author_facet |
Ferreira, Marta Susana |
author_role |
author |
dc.contributor.none.fl_str_mv |
Universidade do Minho |
dc.contributor.author.fl_str_mv |
Ferreira, Marta Susana |
dc.subject.por.fl_str_mv |
Exponential-tail models Extreme value theory Penultimate approximation Science & Technology |
topic |
Exponential-tail models Extreme value theory Penultimate approximation Science & Technology |
description |
Birnbaum-Saunders distributions have increasingly been used in environmental sciences applications. A major concern is the adjustment of extreme quantiles. Environmental data have often tails in the Gumbel domain which corresponds to a null tail index and does not allow us to distinguish the different tail weights that might exist between distributions within this domain. Exponential-tail distributions form an important subgroup with the peculiarity of including a parameter that specifies the “penultimate” tail behavior. In particular, we analyze the penultimate tail behavior of Birnbaum- Saunders distributions. We find examples with“heavier” tails than the classical one that can better accommodate environmental data highly concentrated on the right tail. This is illustrated with an application. |
publishDate |
2013 |
dc.date.none.fl_str_mv |
2013 2013-01-01T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/1822/27449 |
url |
http://hdl.handle.net/1822/27449 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
0718-7912 http://chjs.soche.cl/papers/vol4n1_2013/ChJS-04-01-06.pdf |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Chilean Statistical Society |
publisher.none.fl_str_mv |
Chilean Statistical Society |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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